Why a MQL4 bot does not detect a 5-EMA & 20-EMA cross-over in a StrategyTester run? - moving-average

Question

I am a newbie in coding bot for MetaTrader Terminal 4 platform, but I have a decent experience in coding JavaScript for the web.
I just build a simple MQL4 bot, using EMA(5) and EMA(20) to place an order, but when I try to test it via a StrategyTester run, it keeps showing both condition not met, please what am I doing wrong?
Below is my code ( https://codeshare.io/5NzvYl )
input int fastEma_Period = 5;
input int fastEma_ma_Shift = 0;
input int fastEma_ma_Method = 1; // EXPONENTIAL
input int fastEma_applied_Price = 0; // CLOSED PRICE
input int fastEma_shift_CandleIndex = 0; // CURRENT FORMING CANDLESTICK
input int slowEma_Period = 20;
input int slowEma_ma_Shift = 0;
input int slowEma_ma_Method = 1; // EXPONENTIAL
input int slowEma_applied_Price = 0; // CLOSED PRICE
input int slowEma_shift_CandleIndex = 0; // CURRENT FORMING CANDLESTICK
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
double fastEmaBar0 = iMA(NULL,0,fastEma_Period,fastEma_ma_Shift,fastEma_ma_Method,fastEma_applied_Price,fastEma_shift_CandleIndex);
double slowEmaBar0 = iMA(NULL,0,slowEma_Period,slowEma_ma_Shift,slowEma_ma_Method,slowEma_applied_Price,slowEma_shift_CandleIndex);
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
double fastEmaBar1 = iMA(NULL,0,fastEma_Period,fastEma_ma_Shift,fastEma_ma_Method,fastEma_applied_Price,fastEma_shift_CandleIndex + 1);
double slowEmaBar1 = iMA(NULL,0,slowEma_Period,slowEma_ma_Shift,slowEma_ma_Method,slowEma_applied_Price,slowEma_shift_CandleIndex + 1);
double lotSize = AccountBalance() / 10000;
int maBt;
int maSt;
//+------------------------------------------------------------------+
//| Expert initialization function |
//+------------------------------------------------------------------+
int OnInit()
{
//---
return(INIT_SUCCEEDED);
}
//+------------------------------------------------------------------+
//| Expert deinitialization function |
//+------------------------------------------------------------------+
void OnDeinit(const int reason)
{
//---
}
//+------------------------------------------------------------------+
//| Expert tick function |
//+------------------------------------------------------------------+
void OnTick()
{
//---
enterMarket();
// ExpertRemove();
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
string maCrossOverSignal(double fastEmaBar1, double slowEmaBar1, double fastEmaBar0, double slowEmaBar0)
{
string signal;
if((fastEmaBar1 <= slowEmaBar1) && (fastEmaBar0 > slowEmaBar0))
{
signal = "Buy";
}
else
if((fastEmaBar1 >= slowEmaBar1) && (fastEmaBar0 < slowEmaBar0))
{
signal = "Sell";
}
return signal;
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
void enterMarket()
{
if(/*OrdersTotal() == 0 &&*/ maCrossOverSignal(fastEmaBar1,slowEmaBar1,fastEmaBar0,slowEmaBar0)== "Buy")
{
//continue inside this condition, bcos its not getting met
Print("time to Buy ");
maBt = OrderSend(NULL,OP_BUY,lotSize,Ask,100,0,0,"maBt");
if(maBt > 0)
{
if(OrderSelect(maBt,SELECT_BY_TICKET))
{
modify(maBt,OrderOpenPrice(),OrderOpenPrice() - 50 * Point,OrderOpenPrice() + 200 * Point,0);
}
}
}
else
if(/*OrdersTotal() == 0 && */maCrossOverSignal(fastEmaBar1,slowEmaBar1,fastEmaBar0,slowEmaBar0)== "Sell")
{
Print("time to Sell ");
maSt = OrderSend(NULL,OP_SELL,lotSize,Bid,100,0,0,"maSt");
if(maSt > 0)
{
if(OrderSelect(maSt,SELECT_BY_TICKET))
{
modify(maSt,OrderOpenPrice(),OrderOpenPrice() + 50 * Point,OrderOpenPrice() - 200 * Point,0);
}
}
}
else
{
Print("both condition not met");
}
}

Answer 1

Q : "... what am I doing wrong?"
Almost there.
You've missed a tiny, yet cardinal detail. The both assignments of iMA()-values are fine, but in a wrong place.
You need to let re-calculate & re-assign iMA()-values after each QUOTE-message arrival ( per each tick, coming from your FX-Market access mediator ( emulated in StrategyTester runs from past-data, sure ) ).
void OnTick() { /*\/\/\/\/\/\/\/\/\ QUOTE-has arrived, i.e.
new prices are known here:
//------------------------------------------- UPDATE each control-DATA now */
fastEmaBar0 = iMA( NULL, 0, fastEma_Period,
fastEma_ma_Shift,
fastEma_ma_Method,
fastEma_applied_Price,
fastEma_shift_CandleIndex
);
slowEmaBar0 = iMA( NULL, 0, slowEma_Period,
slowEma_ma_Shift,
slowEma_ma_Method,
slowEma_applied_Price,
slowEma_shift_CandleIndex
);
fastEmaBar1 = iMA( NULL, 0, fastEma_Period,
fastEma_ma_Shift,
fastEma_ma_Method,
fastEma_applied_Price,
fastEma_shift_CandleIndex + 1
);
slowEmaBar1 = iMA( NULL, 0, slowEma_Period,
slowEma_ma_Shift,
slowEma_ma_Method,
slowEma_applied_Price,
slowEma_shift_CandleIndex + 1
);
//------------------------------------------- UPDATE
//------------------------------------------- DONE, may start making decisions
enterMarket();
// ExpertRemove();
}